Depression is a mental health issue, where people are so sad they can't get out of bed. It comes to the best people, and weighs on their shoulders until they can barely breathe. It happens for no clear reason at all.
Aang does not have depression. Compared with his friends, he can't fairly say he even understands what that is. Sad is when Zuko's own dad burned off his face, not when Aang had a great childhood. Sad is when Sokka decided to leave his entire culture behind because a little kid thought he could save the world. Sad is when Toph left her family and was all alone, for, like, forever, with people who needed her, and weren't willing to help her, not Aang constantly removing people from what they know so they can help him. Sad is Katara, when her mom was burned right in front of her, not Aang waking up to learn that he'd missed out on a tragedy.
So, yeah. He knows he doesn't have a right to complain about his life, especially because it is so good. He 'got the girl,' and he saved the world, and his friends are happy-ish. There's a plan to fix the problems he created. Which. He did create. But anyway. His life is good. And… he is happy, most of the time. A lot of the time. When he's with his friends, or just meditating because he feels like it.
But sometimes, when he's alone, in bed, at night, supposed to be sleeping, everything hurts and he is sad. He knows it's silly, because back in the day when he learned that he was the last airbender, it had hurt. It had. But not like this. He'd been able to ignore it and move on.
But now that the war's over and everything's safe, it's like he doesn't have something to distract him anymore from what he's done. He wants to let it go, to forgive and move on like the monks taught, but it's hard, and even when the wind blows, and he wants to let it blow, part of him wants to make it stop and really, he just wants to cry.
He's honestly not sure how to fix things. The problem is that there is nothing to be done. He can't carefully return every soul to the wind because he knows he'll never be able to find all of them. And obviously, he can't bring them back-return their childhoods-loves-lives to them.
His friends don't seem to get it. Zuko thinks it's all his fault that Aang ran away, yet he's the closest to understanding. Everyone else just… well… It's like they can't comprehend it. He sometimes wonders if they stay up like him, trying to envision every little kid that died that day. Zuko's history books say the number was over a million, but how much is a million?
Does talking to a history class and telling them that a million people died really convey that a million times, one story ended, and was never able to be finished? He's not sure, and his friends don't seem to get it, because they can't. To see it would be to accept it.
To see it would be to understand, and to understand is such a crushing weight that honestly, he wouldn't wish it upon anyone. So they don't, and he doesn't ask them to. It's his responsibility, and he's okay with it. He did run away, and if he hadn't, this wouldn't have happened. But it's just… interesting, how much it affects him now. Because. It does affect him. A lot.